It's likely that you're thinking of "The Exiles" by Ray Bradbury, originally published in 1949 and appearing in some of his well-known collections like The Illustrated Man and R Is for Rocket.
In the story, astronauts are approaching Mars for the first time. They are under a kind of psychic attack from various creatures of myth and fiction, which were for some reason resurrected/reconstituted on Mars after all books with "irrational ideas" are destroyed on Earth:
“War begets war. Destruction begets destruction. On Earth, a century
ago, in the year 2067, they outlawed our books. Oh, what a horrible
thing, to destroy our literary creations that way. It summoned us out
of — what? Death? The Beyond? I don’t like abstract things. I don’t
know. I only know that our worlds and our creations called us and we
tried to save them and the only saving thing we could do was wait out
the century here on Mars..."
It's not the "last planet" but (as in many of Bradbury's stories) Mars. There is some discussion about moving on to another planet, and to keep moving as necessary, which might have colored your memory:
Bierce glanced up, merrily. “I’ve just been thinking, what’ll happen
to us?”
“If we can’t kill the rocket men off, frighten them away; then we’ll
have to leave, of course. We’ll go on to Jupiter, and when they come
to Jupiter we’ll go on to Saturn, and when they come to Saturn we’ll
go to Uranus, or Neptune, and then on out to Pluto ...”
Though part of the story follows Edgar Allen Poe, the characters of Charles Dickens are prominently mentioned at one point, with Dickens living among them:
At a sign which read Scrooge, Marley and Dickens, Poe gave the
Marley-faced knocker a rap, and from within, as the door popped open a
few inches, a sudden gust of music almost swept them into a dance. And
there, beyond the shoulder of the man who was sticking a trim-goatee
and moustaches at them, was Mr. Fezziwig clapping his hands, and Mrs.
Fezziwig, one vast substantial smile, dancing and colliding with other
merrymakers, while the fiddle chirped and laughter ran about a table
like chandelier crystals given a sudden push of wind. The large table
was heaped with brawn and turkey and holly and geese, with mince-pies,
suckling-pigs, wreaths of sausages, oranges and apples, and there was
Bob Cratchet and Little Dorrit and Tiny Tim and Mr. Fagin himself,
and a man who looked as if he might be an undigested bit of beef, a
blot of mustard, a crumb of cheese, a fragment of an underdone potato,
who else but Mr. Marley, chains and all, while the wine poured and the
brown turkeys did their excellent best to steam!
“What do you want?” demanded Mr. Charles Dickens.
“We’ve come to plead with you again, Charles; we need your help,” said
Poe.
While beseeching Dickens, the other creatures of myth that you mention are discussed:
“... but now they’re coming to
clean us out of here, us and our dark things, and all the alchemists,
witches, vampires, and were-things that, one by one, retreated across
space as science made inroads through every country on Earth and
finally left no alternative at all but exodus. You must help us You
have a good speaking manner. We need you.”
The refugee creatures do disappear at the end of the story after the astronauts burn the last books making reference to them:
The captain neatly disposed of the last book into the fire.
The air stopped quivering.
Silence.
The rocket men leaned and listened.
“Captain, did you hear it?"
“No.”
“Like a wave, sir. On the sea bottom! I thought I saw something. Over
there. A black wave. Big. Running at us.”
“You were mistaken.”
“There, sir!”
“What?”
“See it? There! The City! Way over! That Green City, near the lake!
It’s splitting in half. It’s falling!”
The men squinted and shuffled forward.
Smith stood trembling among them. He put his hand to his head as if to
find a thought there. “I remember. Yes, now I do. A long time back.
When I was a child. A book I read. A story. Oz, I think it was. Yes,
Oz. The Emerald City of Oz...”
“Oz? Never heard of it.”
“Yes, Oz, that’s what it was. I saw it just now, like in the story. I
saw it fall.”
“Smith!”
“Yes, sir?”
“Report for psychoanalysis tomorrow.”
“Yes, sir!” A brisk salute.
“Be careful.”
The men tiptoed, guns alert, beyond the ship’s aseptic light to gaze
at the long sea and the low hills.
“Why,” whispered Smith, disappointed, “there’s no one here at all, is
there? No one here at all.”
The story can be read in full online courtesy of archive.org.